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efficient-market hypothesis

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Also known as EMH, efficient markets, market efficiency, efficient markets hypothesis

economic theory that asset prices fully reflect all available information, so that it is impossible to "beat the market" consistently on a risk-adjusted basis

~30 min read

Encyclopedic overview

Stock prices quickly incorporate information from earnings announcements, making it difficult to beat the market by trading on these events. A replication of Martineau (2022).

Instruments

Excerpted from Wikipedia’s “efficient-market hypothesis” article, available under the CC BY-SA 4.0 licence.